Objective

To developed an end-to-end risk management solution for a boutique asset management firm looking to reduce its dependency on third-party tools.

CRISIL's Solution

• CRISIL assembled a team composed of experts in quantitative modelling and Python
• Analyzed and reviewed the output requirements and built a python-based tool for portfolio managers
• The tool included end-to-end benchmarking analysis of portfolios and the generation of regular, semi-automated reports
• CRISIL team developed additional bespoke portfolio analysis using MVO and Black-Litterman model

Client Impact

• Client saved substantial costs on third party licenses, paying only for data charges to the external vendor
  
• The new tool provided client with ability to customize, enabling the firm to add or edit performance metrics
  

Questions

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